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Evaluating fund performance by compromise programming with linear-quadratic composite metric: an actual case of the CaixaBank in Spain

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Evaluating fund performance by compromise programming with linear-quadratic composite metric: an actual case of the CaixaBank in Spain

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Bravo Selles, M.; Ballestero Pareja, E.; Pla Santamaría, D. (2012). Evaluating fund performance by compromise programming with linear-quadratic composite metric: an actual case of the CaixaBank in Spain. Journal of Multi-Criteria Decision Analysis. 19(5-6):247-255. doi:10.1002/MCDA.1474

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/48248

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Title: Evaluating fund performance by compromise programming with linear-quadratic composite metric: an actual case of the CaixaBank in Spain
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
This paper proposes an additive measure on the basis of compromise programming to evaluate fund performance from multiple criteria, of which the most usual are profitability and risk. This proposal is motivated by the fact ...[+]
Subjects: Fund Performance , Compromise programming , Additive measures , Ranking , Domination
Copyrigths: Cerrado
Source:
Journal of Multi-Criteria Decision Analysis. (eissn: 1099-1360 )
DOI: 10.1002/MCDA.1474
Publisher:
Wiley-Blackwell
Publisher version: http://onlinelibrary.wiley.com/doi/10.1002/mcda.1474/abstract
Type: Artículo

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